Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.555 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47497.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46102.84 Kr¶

PnL: ---------------------------------------> -785.73 Kr¶

DD now: ---------------------------------> -2.328 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:24:31.021804'

Anic Portfolio¶

Today¶

Return: -0.852 %¶

This Week¶

Return: -0.075 %¶

Total¶

Return: 55.495 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.490000 2768.500000 132.500000 5.030000 2636.000010
Beijer Electronics Group 26 -1.980000 3083.600000 112.600000 3.790000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -0.370000 635.430000 58.430000 10.130000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.820000 403.200000 48.200000 13.580000 355.000000
OEM International B 7 0.120000 562.100000 34.100000 6.460000 527.999997
Norva24 Group 16 0.670000 576.000000 33.000000 6.080000 543.000000
HMS Networks 2 -1.410000 701.200000 28.200000 4.190000 673.000000
Intrum 4 -0.760000 548.600000 21.600000 4.100000 527.000000
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Coor Service Management Hold. 8 -0.580000 548.400000 16.400000 3.080000 532.000000
Eastnine 4 -0.310000 506.400000 15.400000 3.140000 491.000000
SAAB B 8 -0.450000 3386.400000 9.400000 0.280000 3377.000000
AcadeMedia 12 -1.100000 562.800000 5.800000 1.040000 557.000004
Boozt 12 -3.760000 1658.400000 4.400000 0.270000 1653.999996
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -2.800000 249.600000 3.600000 1.460000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
Securitas B 6 -0.270000 572.760000 2.760000 0.480000 570.000000
Swedbank A 3 -0.210000 565.950000 1.950000 0.350000 564.000000
Resurs Holding 22 -0.800000 574.640000 0.640000 0.110000 573.999998
Essity B 2 0.530000 573.200000 -0.800000 -0.140000 574.000000
Handelsbanken A 5 0.420000 543.250000 -2.750000 -0.500000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 -0.880000 528.970000 -5.030000 -0.940000 533.999999
Karnov Group 9 0.170000 529.200000 -6.800000 -1.270000 536.000004
Midsona B 63 -1.210000 567.630000 -15.370000 -2.640000 582.999984
Nordea Bank Abp 29 -0.420000 3424.900000 -29.100000 -0.840000 3453.999992
International Petroleum Corp. 5 -1.520000 552.000000 -42.570000 -7.160000 594.565215
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 0.000000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 -0.570000 3607.500000 -148.500000 -3.950000 3756.000001
OX2 18 -1.300000 1507.500000 -156.500000 -9.410000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 46102.840000 -785.730000 -2.32807% 46888.564618

Updated:¶

'2023-01-19 09:24:43.619015'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶